HedgeFund Intelligence Indices

Live

Global

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.91% 0.30% 98% 2.77%
Emerging Market Debt -1.01% 0.24% 95% 1.87%
Emerging Market Equity -2.81% -2.91% 93% 2.13%
Equity -0.81% 0.04% 96% 3.55%
Event Driven -1.27% -1.00% 92% 0.95%
Macro -1.58% 1.01% 99% 2.83%
Managed Futures -3.22% 1.90% 100% 0.90%
Single Manager African Index 0.20% 1.24% 100% 8.75%

* Estimate

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Absolute Return

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.69% 0.65% 100% 0.49%
Composite -0.70% 0.02% 100% 1.98%
Convertible & Equity Arbitrage -0.81% -0.33% 100% 2.43%
Credit -0.55% -0.19% 100% 2.09%
Distressed -1.77% -0.89% 100% -1.64%
Event Driven -1.57% -1.27% 100% 0.00%
Fixed Income -0.24% 0.07% 100% 1.58%
Global Equity -0.70% -0.03% 100% 3.90%
Latin American Debt 0.41% 2.13% 100% 5.01%
Latin American Equity -0.49% -3.18% 100% -8.53%
Macro -1.55% 1.41% 100% 4.10%
Managed Futures -2.37% 1.06% 100% 1.90%
Mixed Arbitrage -0.46% 0.44% 100% 4.01%
Mortgage Backed Securities 0.14% 0.23% 100% 3.61%
Multi-Strategy -0.11% 0.08% 100% 3.39%
Technology 0.90% 1.18% 100% 7.77%
U.S. Equity -0.58% -0.10% 100% 2.09%

* Estimate

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AsiaHedge

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -1.80% -2.81% 100% 0.46%
Asia inc Japan -2.29% -3.14% 100% 1.97%
Australian Long/Short Equity -1.05% 3.76% 100% 7.53%
Chinese Long/Short Equity -5.83% -9.19% 100% 7.21%
Composite -1.14% -0.35% 100% 4.06%
Indian Long/Short Equity -0.66% 4.38% 100% 5.60%
Japan Long/Short Equity 0.12% 0.86% 100% 6.82%
Japan Long/Short Equity 0.21% 0.23% 100% 5.90%

* Estimate

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EuroHedge

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -1.08% 0.83% 100% 3.43%
Convertible & Equity Arbitrage EUR -1.73% -0.63% 100% 0.15%
Convertible & Equity Arbitrage USD -1.85% 0.01% 100% 1.68%
Credit EUR -0.68% 0.27% 100% 2.87%
Credit USD -0.76% 0.31% 100% 1.44%
Currency -0.79% 2.48% 100% 6.75%
Emerging Market Debt USD -2.46% 0.24% 100% 0.82%
Emerging Market Equity USD -1.98% -1.83% 100% 1.27%
Equity Market Neutral & Quantitative Strategies EUR 0.59% 1.21% 100% 5.73%
Equity Market Neutral & Quantitative Strategies USD 0.84% 1.51% 100% 5.57%
European Equity EUR -1.49% 1.96% 100% 8.89%
European Equity GBP -0.35% 0.46% 100% 6.71%
European Equity Nordic -1.66% 0.66% 100% 4.15%
European Equity USD -1.14% 1.80% 100% 7.41%
Event Driven EUR -0.69% 0.64% 100% 4.41%
Event Driven USD -0.82% 0.49% 100% 3.72%
Fixed Income EUR -0.58% 0.89% 100% 2.58%
Fixed Income USD -0.44% 0.84% 100% 1.66%
Global Equity EUR -0.72% 1.32% 100% 6.48%
Global Equity USD -1.39% 1.61% 100% 5.84%
Macro EUR -0.86% 0.26% 100% 2.66%
Macro USD -1.40% 0.37% 100% 3.42%
Managed Futures EUR -6.10% 4.63% 100% 0.53%
Managed Futures USD -5.06% 4.36% 100% 2.10%
Mixed Arbitrage & Multi-Strategy USD -0.92% 0.40% 100% 2.83%

* Estimate

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InvestHedge

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.73% 0.10% * 89% 1.92%
Asian Pacific Fund of Funds -1.36% -0.80% * 82% 6.25%
Commodities -2.68% -0.22% * 55% -3.37%
Composite -1.02% 0.50% * 79% 2.95%
Distressed -1.02% -0.23% * 95% 0.98%
Emerging Managers -0.39% -0.03% * 92% 4.51%
Emerging Markets Hedge USD -0.80% -0.27% * 77% 3.98%
European Equity EUR -1.28% 2.28% * 100% 7.67%
European Multi Strategy EUR -1.11% 2.36% * 100% 6.50%
Fixed Income USD -0.79% -0.12% * 81% 1.32%
Global Equity USD -0.74% 0.58% * 89% 3.87%
Global Macro Currency USD -2.63% 1.98% * 69% 0.94%
Global Multi Strategy EUR -1.13% 0.75% * 74% 2.98%
Global Multi Strategy USD -0.90% 0.40% * 80% 2.77%
Leveraged Global Multi-Strategy USD -1.43% 1.65% * 93% 3.36%
Managed Futures -5.61% 3.93% * 89% 1.04%
Self-Invested Fund of Funds USD -0.98% 0.27% * 100% 1.59%
US Equity -0.76% 0.72% * 88% 3.68%

* Estimate

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Absolute UCITS

Index Jun 2015 Jul 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.44% -0.01% * 92% 1.34%
Equity Market Neutral & Quantitative Strategies 0.16% 0.29% * 84% 1.63%
European Equity -0.92% 1.43% * 100% 5.64%
Event Driven -1.53% -0.57% * 94% 0.80%
Fund of Funds -0.85% 0.27% * 90% 3.30%
Global Equity -1.42% 1.18% * 84% 4.30%
Macro -1.10% 0.50% * 96% 1.84%
Managed Futures -3.54% 1.19% * 100% 1.17%
Mixed Arbitrage & Multi-Strategy -1.54% 0.19% * 72% 2.27%
Single Manager Composite -1.25% 0.32% * 95% 2.28%

* Estimate

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